Anic Equity

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Total return since start: 0.691 %

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Equity now: -----------------------------> 51651.4 Kr

Max Equity ever reached: ------------> 51944.38 Kr

Portfolio value: --------------------------> 48452.34 Kr

PnL: ---------------------------------------> -635.23 Kr

DD now: ---------------------------------> -0.564 %

Max portfolio DD since start: ----> -13.025 %

Updated:

'2023-02-01 11:32:56.437659'

Anic Portfolio

Today

Return: 0.024 %

C:\Users\joandre\Anaconda3\envs\AnicTrading\lib\site-packages\IPython\core\displayhook.py:275: UserWarning:

Output cache limit (currently 1000 entries) hit.
Flushing oldest 200 entries.

This Week

Return: 8.677 %

Total

Return: 69.093 %

Benchmark comparison TODAY

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings

	volume	changePercent	value	profit	profitPercent	acquiredValue
name
FM Mattsson Mora Group B	54	-1.100000	3385.800000	205.800000	6.470000	3180.000006
HMS Networks	2	2.770000	800.000000	127.000000	18.870000	673.000000
Nordea Bank Abp	29	1.130000	3571.640000	117.640000	3.410000	3453.999992
HEBA B	70	2.090000	2730.000000	94.000000	3.570000	2636.000010
SAAB B	8	1.330000	3462.400000	85.400000	2.530000	3377.000000
Swedbank A	3	2.400000	615.600000	51.600000	9.150000	564.000000
Resurs Holding	22	1.330000	619.520000	45.520000	7.930000	573.999998
AcadeMedia	12	1.220000	598.560000	41.560000	7.460000	557.000004
MedCap	2	-0.430000	461.000000	40.000000	9.500000	421.000000
Samhällsbyggnadsbo. i Norden B	20	1.400000	385.200000	30.200000	8.510000	355.000000
Intrum	4	2.710000	554.000000	27.000000	5.120000	527.000000
Norva24 Group	16	-2.220000	563.200000	20.200000	3.720000	543.000000
OEM International B	7	0.900000	547.400000	19.400000	3.670000	527.999997
Eastnine	4	0.800000	504.800000	13.800000	2.810000	491.000000
Securitas B	6	1.910000	582.960000	12.960000	2.270000	570.000000
Coor Service Management Hold.	8	1.050000	539.600000	7.600000	1.430000	532.000000
Fastighetsbolag. Emilshus Pref	21	-0.920000	567.000000	5.000000	0.890000	562.000005
Samhällsbyggnadsbo. i Norden D	12	1.070000	249.840000	3.840000	1.560000	246.000000
Karnov Group	9	-0.170000	539.100000	3.100000	0.580000	536.000004
Creaspac SPAC	6	0.000000	579.000000	2.000000	0.350000	577.000002
Handelsbanken A	5	0.370000	546.250000	0.250000	0.050000	546.000000
Midsona B	63	0.880000	580.230000	-2.770000	-0.480000	582.999984
Corem Property Group B	59	1.520000	572.300000	-4.700000	-0.810000	576.999999
Boozt	12	1.100000	1648.800000	-5.200000	-0.310000	1653.999996
Sampo Oyj SDB	7	0.460000	3839.500000	-10.500000	-0.270000	3850.000000
CTEK	13	1.950000	509.600000	-24.400000	-4.570000	533.999999
Fasadgruppen Group	38	-1.280000	4111.600000	-29.400000	-0.710000	4140.999992
International Petroleum Corp.	5	0.360000	564.500000	-30.070000	-5.060000	594.565215
Essity B	2	-1.030000	539.800000	-34.200000	-5.960000	574.000000
Vivesto	1368	-0.290000	559.240000	-53.760000	-8.770000	612.999432
Essity A	4	-0.550000	1086.000000	-63.000000	-5.480000	1149.000000
OX2	22	4.470000	1849.100000	-139.900000	-7.030000	1989.000002
Beijer Electronics Group	27	-1.980000	2943.000000	-141.000000	-4.570000	3083.999994
Axfood	15	-3.980000	3873.000000	-427.000000	-9.930000	4300.000005
Ovzon	64	-0.750000	3372.800000	-623.200000	-15.600000	3996.000000
TOTAL			48452.340000	-635.230000	-0.56403%	49087.564636

Updated:

'2023-02-01 11:33:09.486444'

None

Last optimization/rebalancing:

'2023-01-02'

Next optimization/rebalancing:

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!

AVAN-Live vs backtest and OMXSE30 2023

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.